Bogdan Iftimie
Address:
Department of Mathematics
Academy of Economic Sciences,
Piata Romana Street Nr. 6
Sector 1, Bucharest, RO-010374, ROMANIA
Tel: 0040-21-3191900/266
Fax: 0040-21-3191899
Email: iftimieb@csie.ase.ro
Education and Academic Experience:
- Faculty of Mathematics, University of Bucharest, Leader of my
promotion with maximal average 10, 1988-1993
- Lectures of D.E.A. (Master) in Applied Mathematics in Finance,
Universite de Provence, Marseille, France, 1992 - 1993
- Fellowship at Universite de Geneve, Geneve, Switzerland, May
2002 - July 2002
- Postdoctoral scholarship in research offered by Agence Universitaire de la Francophonie AUF
at Centre de Mathematiques et Informatique CMI, Laboratoire d'Analyse et
Probabilites LATP, Universite
de Provence, Marseille, France, 2002 - 2003
- Involved in Research at Centre de Mathematiques et Informatique
CMI, Laboratoire
d'Analyse et Probabilites LATP,
Universite de Provence, Marseille, France, 2003- 2004
- ATER at the Engeenering School ESM2, Marseille, France, 2003 - 2004
Academic Degree:
Ph.D. in Applied Mathematics, Institute of Mathematics of
the Romanian Academy "Simion Stoilow",
under the supervision of Professor Constantin Varsan, 2001
Current Position:
Associate Professor at the Department
of Mathematics, Academy of Economic Sciences,
Bucharest
Workgroup:
Stochastic
Processes and Control Theory
Field of Activity:
Applications of
Stochastic Processes (mostly in Finance), Optimal Control, Stochastic
Homogenization
Problems
Member
in the Romanian Team of the ESF Scientific Programme "Advanced Mathematical Methods in
Finance" AMaMeF, 2005-2010
Leader of the ASE Team of the National CEEX
Programme
Deterministic
and Stochastic Differential Methods in the Study of Certain Evolution
Models (MDDS), 2006-2008
Currently interested in:
-
Applications of Stochastic
Processes in Finance
-
Stochastic Partial
Differential Equations with Applications
-
Financial Models for
Investors with Advanced or Delayed Information
-
Financial Models with
Default: Vulnerable Options, Good Deal Bounds
Computer skills
Microsoft Windows, Office, Linux, Matlab
Foreign languages
English (fluent), French (fluent), Italian (basic)
Reviewer activity, Affiliations
Reviewer for Mathematical Reviews,
Member of American
Mathematical Society AMS (since 2006) and of Society of Probabilists and Statisticians
of Romania SPSR (since 1997)
Do
not hesitate to ask for further references!!
Publications: